Calamos Timpani Small Cap Growth I (CTSIX)
26.17
-0.21 (-0.80%)
USD |
May 16 2022
CTSIX Max Drawdown (5Y): 39.04% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 39.04% |
| March 31, 2022 | 37.75% |
| February 28, 2022 | 37.75% |
| January 31, 2022 | 37.75% |
| December 31, 2021 | 37.75% |
| November 30, 2021 | 37.75% |
| October 31, 2021 | 37.75% |
| September 30, 2021 | 37.75% |
| August 31, 2021 | 37.75% |
| July 31, 2021 | 37.75% |
| June 30, 2021 | 37.75% |
| May 31, 2021 | 37.75% |
| April 30, 2021 | 37.75% |
| March 31, 2021 | 37.75% |
| February 28, 2021 | 37.75% |
| January 31, 2021 | 37.75% |
| December 31, 2020 | 37.75% |
| November 30, 2020 | 37.75% |
| October 31, 2020 | 37.75% |
| September 30, 2020 | 37.75% |
| August 31, 2020 | 37.75% |
| July 31, 2020 | 37.75% |
| June 30, 2020 | 37.75% |
| May 31, 2020 | 37.75% |
| April 30, 2020 | 37.75% |
| Date | Value |
|---|---|
| March 31, 2020 | 37.75% |
| February 29, 2020 | 35.29% |
| January 31, 2020 | 35.29% |
| December 31, 2019 | 35.29% |
| November 30, 2019 | 35.29% |
| October 31, 2019 | 35.29% |
| September 30, 2019 | 35.29% |
| August 31, 2019 | 35.29% |
| July 31, 2019 | 35.29% |
| June 30, 2019 | 35.29% |
| May 31, 2019 | 35.29% |
| April 30, 2019 | 35.29% |
| March 31, 2019 | 35.29% |
| February 28, 2019 | 35.29% |
| January 31, 2019 | 35.29% |
| December 31, 2018 | 35.29% |
| November 30, 2018 | 35.29% |
| October 31, 2018 | 35.29% |
| September 30, 2018 | 35.29% |
| August 31, 2018 | 35.29% |
| July 31, 2018 | 35.29% |
| June 30, 2018 | 35.29% |
| May 31, 2018 | 35.29% |
| April 30, 2018 | 35.29% |
| March 31, 2018 | 35.29% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio (before a new peak is achieved).
Max Drawdown (5Y) Range, Past 5 Years
35.29%
Minimum
May 2017
39.04%
Maximum
Apr 2022
36.38%
Average
35.29%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Victory RS Small Cap Growth Y | 43.37% |
| Invesco Discovery R6 | 36.17% |
| Nuveen Small Cap Growth Opp I | 36.77% |
| MassMutual Small Cap Gr Eq I | 38.56% |
| Vanguard Russell 2000 Growth Index I | 40.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.138 |
| Beta (5Y) | 1.126 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.97% |
| Historical Sharpe Ratio (5Y) | 0.5542 |
| Historical Sortino (5Y) | 0.7062 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.63% |